MathJax rendering occurs client-side meaning the server is not involved. It's possible there are different configuration options being provided to the MathJax library that affects performance. It's also possible that the HTML layout causes more reflows as the MathJax renders slowing it down. Latency with the servers and when the MathJax library is loaded can change definitely affect how long it takes before the MathJax starts rendering.

For what it's worth, MathJax seems to render at comparable speeds for me between here and SE. If anything Codadict seem slightly faster, but it's hard to compare as the amount of MathJax matters as well as other factors that may delay loading. Both seem quite reasonable, on the order of half a second to go from displaying unrendered MathJax to the rendered form. Long enough to notice but not to the point that I feel like I'm waiting on it.